1. Download and install Python 2.7
2. Download and install NumPy and SciPy. You can find most of the compieled packages for windows here: http://www.lfd.uci.edu/~gohlke/pythonlibs/
3. Download OpenCV 2.3.1 for windows use the superpack one: http://sourceforge.net/projects/opencvlibrary/files/opencv-win/2.3.1/
4. Double click on the OpenCV installer. It will extract OpenCV to your selected folder. I put it to C:\OpenCV2.3.
5. Configure your opencv: add path to your system enviroment.
At least you should add C:\OpenCV2.3\build\x86\vc10\bin to PATH
I forget what I did when I first install opencv, well this is my current system path:
C:\OpenCV2.3\build\lib\Debug;C:\OpenCV2.3\build\x64\vc10\bin;C:\Program Files\Intel\tbb\4.0\bin\intel64\vc10;C:\OpenCV2.3\bin

6. OpenCV 2.3.1 folder structure is different from OpenCV 2.2. The pre-build library and Python package are located at C:\OpenCV2.3\build.
7. Open Python IDLE
8. Add the following path to your python path: